JP Morgan Put 135 A 16.08.2024
/ DE000JB8BYA8
JP Morgan Put 135 A 16.08.2024/ DE000JB8BYA8 /
| 2024-06-07 12:47:07 PM |
Chg.+0.070 |
Bid1:29:45 PM |
Ask1:29:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+13.73% |
0.570
Bid Size: 3,000 |
0.610
Ask Size: 3,000 |
Agilent Technologies |
135.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB8BYA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
0.37 |
| Break-even: |
118.25 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
8.77% |
| Delta: |
-0.51 |
| Theta: |
-0.03 |
| Omega: |
-11.02 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.31% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
+18.37% |
| YTD |
|
|
-34.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.510 |
| 1M High / 1M Low: |
0.750 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
1.320 |
| Low (YTD): |
2024-05-23 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
524.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
